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What are dll files?

DLL stands for Dynamic Link Library, and they are basically bits and pieces of code for other programs to re-use. To use a C++ analogy, they are programs that don't have a main function, they can't run on their own. So, it's sort of like a dictionary. You can't actually READ a dictionary, it has no plot. But if you use a novel (normal program) and a dictionary, the novel can call on the dictionary to make a point clear for you. DLLs are often used for driver (code to help you control a hardware device).

The reason they are 'dynamic' is because any program can call on them, just like any novel can have words to look up in a dictionary. (This is unlike C++ included libraries, which are added in specifically for that program)